+4,166.1%
CVX vs SM
+1,360.8%
+2,805.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -0.8% | -17.3% | +16.5% | +3.1% |
| 3M | +9.4% | -3.6% | +13.0% | +9.7% |
| 6M | +17.5% | +2.9% | +14.6% | +15.7% |
| YTD | +43.8% | +70.2% | -26.4% | +26.0% |
| 1Y | +41.9% | +66.5% | -24.6% | +24.8% |
| 3Y | +69.1% | -8.2% | +77.3% | +64.5% |
| 5Y | +128.3% | -1.5% | +129.8% | +111.0% |
| 10Y | +204.9% | +11.9% | +193.0% | +80.1% |
| All | +4,166.1% | +1,360.8% | +2,805.3% | +1,465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling